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An Optimization Approach of IoD Deployment for Optimal Coverage Based on Radio Frequency Model
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作者 Tarek Sheltami Gamil Ahmed Ansar Yasar 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第6期2627-2647,共21页
Recently,Internet of Drones(IoD)has garnered significant attention due to its widespread applications.However,deploying IoD for area coverage poses numerous limitations and challenges.These include interference betwee... Recently,Internet of Drones(IoD)has garnered significant attention due to its widespread applications.However,deploying IoD for area coverage poses numerous limitations and challenges.These include interference between neighboring drones,the need for directional antennas,and altitude restrictions for drones.These challenges necessitate the development of efficient solutions.This research paper presents a cooperative decision-making approach for an efficient IoDdeployment to address these challenges effectively.The primary objective of this study is to achieve an efficient IoDdeployment strategy thatmaximizes the coverage regionwhile minimizing interference between neighboring drones.In deployment problem,the interference increases as the number of deployed drones increases,resulting in bad quality of communication.On the other hand,deploying a few drones cannot satisfy the coverage demand.To accomplish this,an enhanced version of a concise population-based meta-heuristic algorithm,namely Improved Particle SwarmOptimization(IPSO),is applied.The objective function of IPSO is defined based on the coverage probability,which is primarily influenced by the characteristics of the antennas and drone altitude.A radio frequency(RF)model is derived to evaluate the coverage quality,considering both Line of Sight(LOS)and Non-Line of Sight(NLOS)down-link coverage probabilities for ground communication.It is assumed that each drone is equipped with a directional antenna to optimize coverage in a given region.Extensive simulations are conducted to assess the effectiveness of the proposed approach.Results demonstrate that the proposed method achieves maximum coverage with minimum transmission power.Furthermore,a comparison is made against Collaborative Visual Area Coverage Approach(CVACA),and a game-based approach in terms of coverage quality and convergence speed.The simulation results reveal that our approach outperforms both CVACA and the gamebased schemes in terms of coverage and convergence speed.Comparisons validate the superiority of our approach over existing methods.To assess the robustness of the proposed RFmodel,we have considered two distinct ranges of noise:range1 spanning from−120 to−90 dBm,and range2 spanning from−90 to−70 dBmfor different numbers of UAVs.In summary,this research presents a cooperative decision-making approach for efficient IoD deployment to address the challenges associatedwith area coverage and achieves an optimal coveragewithminimal interference. 展开更多
关键词 IOD line of sight optimal deployment IPSO RF model
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Dynamics modeling and optimal control for multi-information diffusion in Social Internet of Things
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作者 Yaguang Lin Xiaoming Wang +1 位作者 Liang Wang Pengfei Wan 《Digital Communications and Networks》 SCIE CSCD 2024年第3期655-665,共11页
As an ingenious convergence between the Internet of Things and social networks,the Social Internet of Things(SIoT)can provide effective and intelligent information services and has become one of the main platforms for... As an ingenious convergence between the Internet of Things and social networks,the Social Internet of Things(SIoT)can provide effective and intelligent information services and has become one of the main platforms for people to spread and share information.Nevertheless,SIoT is characterized by high openness and autonomy,multiple kinds of information can spread rapidly,freely and cooperatively in SIoT,which makes it challenging to accurately reveal the characteristics of the information diffusion process and effectively control its diffusion.To this end,with the aim of exploring multi-information cooperative diffusion processes in SIoT,we first develop a dynamics model for multi-information cooperative diffusion based on the system dynamics theory in this paper.Subsequently,the characteristics and laws of the dynamical evolution process of multi-information cooperative diffusion are theoretically investigated,and the diffusion trend is predicted.On this basis,to further control the multi-information cooperative diffusion process efficiently,we propose two control strategies for information diffusion with control objectives,develop an optimal control system for the multi-information cooperative diffusion process,and propose the corresponding optimal control method.The optimal solution distribution of the control strategy satisfying the control system constraints and the control budget constraints is solved using the optimal control theory.Finally,extensive simulation experiments based on real dataset from Twitter validate the correctness and effectiveness of the proposed model,strategy and method. 展开更多
关键词 Social Internet of Things Information diffusion Dynamics modeling Trend prediction optimal control
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Dynamic optimal allocation of energy storage systems integrated within photovoltaic based on a dual timescale dynamics model
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作者 Kecun Li Zhenyu Huang +2 位作者 Youbo Liu Yaser Qudaih Junyong Liu 《Global Energy Interconnection》 EI CSCD 2024年第4期415-428,共14页
Energy storage systems(ESSs)operate as independent market participants and collaborate with photovoltaic(PV)generation units to enhance the flexible power supply capabilities of PV units.However,the dynamic variations... Energy storage systems(ESSs)operate as independent market participants and collaborate with photovoltaic(PV)generation units to enhance the flexible power supply capabilities of PV units.However,the dynamic variations in the profitability of ESSs in the electricity market are yet to be fully understood.This study introduces a dual-timescale dynamics model that integrates a spot market clearing(SMC)model into a system dynamics(SD)model to investigate the profit-aware capacity growth of ESSs and compares the profitability of independent energy storage systems(IESSs)with that of an ESS integrated within a PV(PV-ESS).Furthermore,this study aims to ascertain the optimal allocation of the PV-ESS.First,SD and SMC models were set up.Second,the SMC model simulated on an hourly timescale was incorporated into the SD model as a subsystem,a dual-timescale model was constructed.Finally,a development simulation and profitability analysis was conducted from 2022 to 2040 to reveal the dynamic optimal range of PV-ESS allocation.Additionally,negative electricity prices were considered during clearing processes.The simulation results revealed differences in profitability and capacity growth between IESS and PV-ESS,helping grid investors and policymakers to determine the boundaries of ESSs and dynamic optimal allocation of PV-ESSs. 展开更多
关键词 optimal allocation Profitability analysis PHOTOVOLTAIC Energy storage system Dual timescale dynamics model Spot market clearing
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Multi-Time Scale Optimal Scheduling of a Photovoltaic Energy Storage Building System Based on Model Predictive Control
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作者 Ximin Cao Xinglong Chen +2 位作者 He Huang Yanchi Zhang Qifan Huang 《Energy Engineering》 EI 2024年第4期1067-1089,共23页
Building emission reduction is an important way to achieve China’s carbon peaking and carbon neutrality goals.Aiming at the problem of low carbon economic operation of a photovoltaic energy storage building system,a ... Building emission reduction is an important way to achieve China’s carbon peaking and carbon neutrality goals.Aiming at the problem of low carbon economic operation of a photovoltaic energy storage building system,a multi-time scale optimal scheduling strategy based on model predictive control(MPC)is proposed under the consideration of load optimization.First,load optimization is achieved by controlling the charging time of electric vehicles as well as adjusting the air conditioning operation temperature,and the photovoltaic energy storage building system model is constructed to propose a day-ahead scheduling strategy with the lowest daily operation cost.Second,considering inter-day to intra-day source-load prediction error,an intraday rolling optimal scheduling strategy based on MPC is proposed that dynamically corrects the day-ahead dispatch results to stabilize system power fluctuations and promote photovoltaic consumption.Finally,taking an office building on a summer work day as an example,the effectiveness of the proposed scheduling strategy is verified.The results of the example show that the strategy reduces the total operating cost of the photovoltaic energy storage building system by 17.11%,improves the carbon emission reduction by 7.99%,and the photovoltaic consumption rate reaches 98.57%,improving the system’s low-carbon and economic performance. 展开更多
关键词 Load optimization model predictive control multi-time scale optimal scheduling photovoltaic consumption photovoltaic energy storage building
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Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces
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作者 Giuseppina Guatteri Federica Masiero 《Advances in Pure Mathematics》 2024年第6期442-450,共9页
In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwi... In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dynamics of the product goodwill to depend on the past, and also on past advertising efforts. We treat the problem by means of the stochastic Pontryagin maximum principle, that here is considered for a class of problems where in the state equation either the state or the control depend on the past. Moreover the control acts on the martingale term and the space of controls U can be chosen to be non-convex but now the space of controls U can be chosen to be non-convex. The maximum principle is thus formulated using a first-order adjoint Backward Stochastic Differential Equations (BSDEs), which can be explicitly computed due to the specific characteristics of the model, and a second-order adjoint relation. 展开更多
关键词 Stochastic optimal Control Delay Equations Advertisement models Stochastic Maximum Principle
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Three-dimensional acoustic wave equation modeling based on the optimal finite-difference scheme 被引量:4
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作者 蔡晓慧 刘洋 +4 位作者 任志明 王建民 陈志德 陈可洋 王成 《Applied Geophysics》 SCIE CSCD 2015年第3期409-420,469,共13页
Generally, FD coefficients can be obtained by using Taylor series expansion (TE) or optimization methods to minimize the dispersion error. However, the TE-based FD method only achieves high modeling precision over a... Generally, FD coefficients can be obtained by using Taylor series expansion (TE) or optimization methods to minimize the dispersion error. However, the TE-based FD method only achieves high modeling precision over a limited range of wavenumbers, and produces large numerical dispersion beyond this range. The optimal FD scheme based on least squares (LS) can guarantee high precision over a larger range of wavenumbers and obtain the best optimization solution at small computational cost. We extend the LS-based optimal FD scheme from two-dimensional (2D) forward modeling to three-dimensional (3D) and develop a 3D acoustic optimal FD method with high efficiency, wide range of high accuracy and adaptability to parallel computing. Dispersion analysis and forward modeling demonstrate that the developed FD method suppresses numerical dispersion. Finally, we use the developed FD method to source wavefield extrapolation and receiver wavefield extrapolation in 3D RTM. To decrease the computation time and storage requirements, the 3D RTM is implemented by combining the efficient boundary storage with checkpointing strategies on GPU. 3D RTM imaging results suggest that the 3D optimal FD method has higher precision than conventional methods. 展开更多
关键词 3D acoustic wave equation optimal finite-difference forward modeling reversetime migration
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Optimal path finding algorithms based on SLSD road network model 被引量:3
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作者 张小国 王庆 龚福祥 《Journal of Southeast University(English Edition)》 EI CAS 2010年第4期558-562,共5页
A solution to compute the optimal path based on a single-line-single-directional(SLSD)road network model is proposed.Unlike the traditional road network model,in the SLSD conceptual model,being single-directional an... A solution to compute the optimal path based on a single-line-single-directional(SLSD)road network model is proposed.Unlike the traditional road network model,in the SLSD conceptual model,being single-directional and single-line style,a road is no longer a linkage of road nodes but abstracted as a network node.Similarly,a road node is abstracted as the linkage of two ordered single-directional roads.This model can describe turn restrictions,circular roads,and other real scenarios usually described using a super-graph.Then a computing framework for optimal path finding(OPF)is presented.It is proved that classical Dijkstra and A algorithms can be directly used for OPF computing of any real-world road networks by transferring a super-graph to an SLSD network.Finally,using Singapore road network data,the proposed conceptual model and its corresponding optimal path finding algorithms are validated using a two-step optimal path finding algorithm with a pre-computing strategy based on the SLSD road network. 展开更多
关键词 optimal path finding road network model conceptual model digital map vehicle navigation system A algorithm Dijkstra algorithm
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APPLICATION OF HYBRID AERO-ENGINE MODEL FOR INTEGRATED FLIGHT/PROPULSION OPTIMAL CONTROL 被引量:4
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作者 王健康 张海波 +1 位作者 孙健国 李永进 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 2012年第1期16-24,共9页
The real-time capability of integrated flight/propulsion optimal control (IFPOC) is studied. An appli- cation is proposed for IFPOC by combining the onboard hybrid aero-engine model with sequential quadratic pro- gr... The real-time capability of integrated flight/propulsion optimal control (IFPOC) is studied. An appli- cation is proposed for IFPOC by combining the onboard hybrid aero-engine model with sequential quadratic pro- gramming (SQP). Firstly, a steady-state hybrid aero-engine model is designed in the whole flight envelope with a dramatic enhancement of real-time capability. Secondly, the aero-engine performance seeking control including the maximum thrust mode and the minimum fuel-consumption mode is performed by SQP. Finally, digital simu- lations for cruise and accelerating flight are carried out. Results show that the proposed method improves real- time capability considerably with satisfactory effectiveness of optimization. 展开更多
关键词 integrated flight/propulsion optimal control AERO-ENGINE hybrid model performance seeking con- trol sequential quadratic programming
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Designing optimal number of receiving traces based on simulation model 被引量:1
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作者 赵虎 武泗海 +4 位作者 杨晶 任达 徐维秀 刘迪鸥 朱鹏宇 《Applied Geophysics》 SCIE CSCD 2017年第1期49-55,189,共8页
Currently, the selection of receiving traces in geometry design is mostly based on the horizontal layered medium hypothesis, which is unable to meet survey requirements in a complex area. This paper estimates the opti... Currently, the selection of receiving traces in geometry design is mostly based on the horizontal layered medium hypothesis, which is unable to meet survey requirements in a complex area. This paper estimates the optimal number of receiving traces in field geometry using a numerical simulation based on a field test conducted in previous research (Zhu et al., 2011). A mathematical model is established for total energy and average efficiency energy using fixed trace spacing and optimal receiving traces are estimated. Seismic data acquired in a complex work area are used to verify the correctness of the proposed method. Results of model data calculations and actual data processing show that results are in agreement. This indicates that the proposed method is reasonable, correct, sufficiently scientific, and can be regarded as a novel method for use in seismic geometry design in complex geological regions. 展开更多
关键词 Survey design GEOMETRY receiving trace number optimization forward modeling
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Optimal state and branch sequence based parameter estimation of continuous hidden Markov model
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作者 俞璐 吴乐南 谢钧 《Journal of Southeast University(English Edition)》 EI CAS 2005年第2期136-140,共5页
A parameter estimation algorithm of the continuous hidden Markov model isintroduced and the rigorous proof of its convergence is also included. The algorithm uses theViterbi algorithm instead of K-means clustering use... A parameter estimation algorithm of the continuous hidden Markov model isintroduced and the rigorous proof of its convergence is also included. The algorithm uses theViterbi algorithm instead of K-means clustering used in the segmental K-means algorithm to determineoptimal state and branch sequences. Based on the optimal sequence, parameters are estimated withmaximum-likelihood as objective functions. Comparisons with the traditional Baum-Welch and segmentalK-means algorithms on various aspects, such as optimal objectives and fundamentals, are made. Allthree algorithms are applied to face recognition. Results indicate that the proposed algorithm canreduce training time with comparable recognition rate and it is least sensitive to the training set.So its average performance exceeds the other two. 展开更多
关键词 continuous hidden Markov model optimal state and branch sequence MAXIMUMLIKELIHOOD CONVERGENCE viterbi algorithm
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Application of LINGO to the Solution of the Water Supply System′s Optimal Operation Model 被引量:1
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作者 牛志广 张宏伟 《Transactions of Tianjin University》 EI CAS 2002年第4期246-250,共5页
In this research, LINGO is used successfully to solve the water supply system′s optimal operation model. Firstly, the language of LINGO and the using method were studied intensively, on the basis of which the model w... In this research, LINGO is used successfully to solve the water supply system′s optimal operation model. Firstly, the language of LINGO and the using method were studied intensively, on the basis of which the model was transformed to LINGO form and solved successfully. Secondly, the research on the interface between LINGO and the popular office software was made. The optimization software was developed, which had Excel as the workspace and LINGO as the core of computation. Through practice, this software was found stable, easy to use and suitable for the application to the water supply corporations. 展开更多
关键词 LINGO optimal operation of water supply system solution of the model INTERFACE
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Accurate energy model for WSN node and its optimal design 被引量:16
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作者 Kan Baoqiang Cai Li +1 位作者 Zhu Hongsong Xu Yongjun 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第3期427-433,共7页
With the development of CMOS and MEMS technologies, the implementation of a large number of wireless distributed micro-sensors that can be easily and rapidly deployed to form highly redundant, self-configuring, and ad... With the development of CMOS and MEMS technologies, the implementation of a large number of wireless distributed micro-sensors that can be easily and rapidly deployed to form highly redundant, self-configuring, and ad hoc sensor networks. To facilitate ease of deployment, these sensors operate on battery for extended periods of time. A particular challenge in maintaining extended battery lifetime lies in achieving communications with low power. For better understanding of the design tradeoffs of wireless sensor network (WSN), a more accurate energy model for wireless sensor node is proposed, and an optimal design method of energy efficient wireless sensor node is described as well. Different from power models ever shown which assume the power cost of each component in WSN node is constant, the new one takes into account the energy dissipation of circuits in practical physical layer. It shows that there are some parameters, such as data rate, carrier frequency, bandwidth, Tsw, etc, which have a significant effect on the WSN node energy consumption per useful bit (EPUB). For a given quality specification, how energy consumption can be reduced by adjusting one or more of these parameters is shown. 展开更多
关键词 wireless sensor networks (WSNs) energy model optimal design.
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OPTIMAL HARVESTING POLICY FOR INSHORE-OFFSHORE FISHERY MODEL WITH IMPULSIVE DIFFUSION 被引量:7
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作者 董玲珍 陈兰荪 孙丽华 《Acta Mathematica Scientia》 SCIE CSCD 2007年第2期405-412,共8页
This article studies the inshore-offshore fishery model with impulsive diffusion. The existence and global asymptotic stability of both the trivial periodic solution and the positive periodic solution are obtained. Th... This article studies the inshore-offshore fishery model with impulsive diffusion. The existence and global asymptotic stability of both the trivial periodic solution and the positive periodic solution are obtained. The complexity of this system is also analyzed. Moreover, the optimal harvesting policy are given for the inshore subpopulation, which includes the maximum sustainable yield and the corresponding harvesting effort. 展开更多
关键词 Impulsive diffusion inshore-offshore fishery model global asymptotic stability periodic solution optimal harvesting policy
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An improved optimal elemental method for updating finite element models 被引量:5
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作者 段忠东 Spencer B.F. +1 位作者 闫桂荣 欧进萍 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2004年第1期67-74,共8页
The optimal matrix method and optimal elemental method used to update finite element models may not provide accurate results.This situation occurs when the test modal model is incomplete,as is often the case in practi... The optimal matrix method and optimal elemental method used to update finite element models may not provide accurate results.This situation occurs when the test modal model is incomplete,as is often the case in practice.An improved optimal elemental method is presented that defines a new objective function,and as a byproduct,circumvents the need for mass normalized modal shapes,which are also not readily available in practice.To solve the group of nonlinear equations created by the improved optimal method,the Lagrange multiplier method and Matlab function fmincon are employed.To deal with actual complex structures, the float-encoding genetic algorithm(FGA)is introduced to enhance the capability of the improved method.Two examples,a 7- degree of freedom(DOF)mass-spring system and a 53-DOF planar frame,respectively,are updated using the improved method. The example results demonstrate the advantages of the improved method over existing optimal methods,and show that the genetic algorithm is an effective way to update the models used for actual complex structures. 展开更多
关键词 model updating optimal elemental method Lagrangc multiplier method genetic algorithm
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Effect of calibration data series length on performance and optimal parameters of hydrological model 被引量:3
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作者 Chuan-zhe LI Hao WANG +3 位作者 Jia LIU Deng-hua YAN Fu-liang YU Lu ZHANG 《Water Science and Engineering》 EI CAS 2010年第4期378-393,共16页
In order to assess the effects of calibration data series length on the performance and optimal parameter values of a hydrological model in ungauged or data-limited catchments (data are non-continuous and fragmental ... In order to assess the effects of calibration data series length on the performance and optimal parameter values of a hydrological model in ungauged or data-limited catchments (data are non-continuous and fragmental in some catchments), we used non-continuous calibration periods for more independent streamflow data for SIMHYD (simple hydrology) model calibration. Nash-Sutcliffe efficiency and percentage water balance error were used as performance measures. The particle swarm optimization (PSO) method was used to calibrate the rainfall-runoff models. Different lengths of data series ranging from one year to ten years, randomly sampled, were used to study the impact of calibration data series length. Fifty-five relatively unimpaired catchments located all over Australia with daily precipitation, potential evapotranspiration, and streamflow data were tested to obtain more general conclusions. The results show that longer calibration data series do not necessarily result in better model performance. In general, eight years of data are sufficient to obtain steady estimates of model performance and parameters for the SIMHYD model. It is also shown that most humid catchments require fewer calibration data to obtain a good performance and stable parameter values. The model performs better in humid and semi-humid catchments than in arid catchments. Our results may have useful and interesting implications for the efficiency of using limited observation data for hydrological model calibration in different climates. 展开更多
关键词 calibration data series length model performance optimal parameter hydrological model data-limited catchment
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Assimilating the along-track sea level anomaly into the regional ocean modeling system using the ensemble optimal interpolation 被引量:4
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作者 LYU Guokun WANG Hui +3 位作者 ZHU Jiang WANG Dakui XIE Jiping LIU Guimei 《Acta Oceanologica Sinica》 SCIE CAS CSCD 2014年第7期72-82,共11页
The ensemble optimal interpolation (EnOI) is applied to the regional ocean modeling system (ROMS) with the ability to assimilate the along-track sea level anomaly (TSLA). This system is tested with an eddy-resol... The ensemble optimal interpolation (EnOI) is applied to the regional ocean modeling system (ROMS) with the ability to assimilate the along-track sea level anomaly (TSLA). This system is tested with an eddy-resolving system of the South China Sea (SCS). Background errors are derived from a running seasonal ensemble to account for the seasonal variability within the SCS. A fifth-order localization function with a 250 km localization radius is chosen to reduce the negative effects of sampling errors. The data assimilation system is tested from January 2004 to December 2006. The results show that the root mean square deviation (RMSD) of the sea level anomaly decreased from 10.57 to 6.70 cm, which represents a 36.6% reduction of error. The data assimilation reduces error for temperature within the upper 800 m and for salinity within the upper 200 m, although error degrades slightly at deeper depths. Surface currents are in better agreement with trajectories of surface drifters after data assimilation. The variance of sea level improves significantly in terms of both the amplitude and position of the strong and weak variance regions after assimilating TSLA. Results with AGE error (AGE) perform better than no AGE error (NoAGE) when considering the improvements of the temperature and the salinity. Furthermore, reasons for the extremely strong variability in the northern SCS in high resolution models are investigated. The results demonstrate that the strong variability of sea level in the high resolution model is caused by an extremely strong Kuroshio intrusion. Therefore, it is demonstrated that it is necessary to assimilate the TSLA in order to better simulate the SCS with high resolution models. 展开更多
关键词 ensemble optimal interpolation regional ocean modeling system along-track sea level anomaly South China Sea variability
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Effect of Relative Velocity on the Optimal Velocity Model 被引量:3
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作者 董力耘 孟庆勋 《Journal of Shanghai University(English Edition)》 CAS 2005年第4期283-285,共3页
In this letter, an improved optimal velocity model was proposed that assumes the effect of relative velocity deceases with the increment of gap between successive cars. Numerical simuation was carried out to test whet... In this letter, an improved optimal velocity model was proposed that assumes the effect of relative velocity deceases with the increment of gap between successive cars. Numerical simuation was carried out to test whether this model could depict the braking process correctly. The simuation results show good agreement with observed data. 展开更多
关键词 traffic flow car-following model optimal velocity model.
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Modeling of optimal control for urban freeway corridor under incident conditions 被引量:3
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作者 Jianhu ZHENG Decun DONG 《控制理论与应用(英文版)》 EI 2006年第3期252-256,共5页
Traffic control and management are effective measures to solve the problem of traffic congestion. The optimal control model for freeway corridor is developed under incident conditions, which is in the form of minimiza... Traffic control and management are effective measures to solve the problem of traffic congestion. The optimal control model for freeway corridor is developed under incident conditions, which is in the form of minimization of the sum of the square of the difference between traffic demand and capacity at each intersection and on the freeway bottleneck section. The model optimizes control parameters of phase splits at arterial intersections, off-ramp diversion rates at upstream off-ramps and on-ramp diversion rates at downstream on ramps. Finally, the objective function is discussed and it is showed that the optimal control model is simple and practical. 展开更多
关键词 FREEWAY optimal control model construction Traffic corridor Traffic incident
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Optimal Parameter and Uncertainty Estimation of a Land Surface Model: Sensitivity to Parameter Ranges and Model Complexities 被引量:2
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作者 YoulongXIA Zong-LiangYANG +1 位作者 PaulL.STOFFA MrinalK.SEN 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2005年第1期142-157,共16页
Most previous land-surface model calibration studies have defined globalranges for their parameters to search for optimal parameter sets. Little work has been conducted tostudy the impacts of realistic versus global r... Most previous land-surface model calibration studies have defined globalranges for their parameters to search for optimal parameter sets. Little work has been conducted tostudy the impacts of realistic versus global ranges as well as model complexities on the calibrationand uncertainty estimates. The primary purpose of this paper is to investigate these impacts byemploying Bayesian Stochastic Inversion (BSI) to the Chameleon Surface Model (CHASM). The CHASM wasdesigned to explore the general aspects of land-surface energy balance representation within acommon modeling framework that can be run from a simple energy balance formulation to a complexmosaic type structure. The BSI is an uncertainty estimation technique based on Bayes theorem,importance sampling, and very fast simulated annealing. The model forcing data and surface flux datawere collected at seven sites representing a wide range of climate and vegetation conditions. Foreach site, four experiments were performed with simple and complex CHASM formulations as well asrealistic and global parameter ranges. Twenty eight experiments were conducted and 50 000 parametersets were used for each run. The results show that the use of global and realistic ranges givessimilar simulations for both modes for most sites, but the global ranges tend to produce someunreasonable optimal parameter values. Comparison of simple and complex modes shows that the simplemode has more parameters with unreasonable optimal values. Use of parameter ranges and modelcomplexities have significant impacts on frequency distribution of parameters, marginal posteriorprobability density functions, and estimates of uncertainty of simulated sensible and latent heatfluxes. Comparison between model complexity and parameter ranges shows that the former has moresignificant impacts on parameter and uncertainty estimations. 展开更多
关键词 optimal parameters uncertainty estimation CHASM model bayesian stochasticinversion parameter ranges model complexities
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Optimal investment for the defined-contribution pension with stochastic salary under a CEV model 被引量:4
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作者 ZHANG Chu-bing RONG Xi-min +1 位作者 ZHAO hui HOU Ru-jing 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2013年第2期187-203,共17页
In this paper, we study the optimal investment strategy of defined-contribution pension with the stochastic salary. The investor is allowed to invest in a risk-free asset and a risky asset whose price process follows ... In this paper, we study the optimal investment strategy of defined-contribution pension with the stochastic salary. The investor is allowed to invest in a risk-free asset and a risky asset whose price process follows a constant elasticity of variance model. The stochastic salary follows a stochastic differential equation, whose instantaneous volatility changes with the risky asset price all the time. The HJB equation associated with the optimal investment problem is established, and the explicit solution of the corresponding optimization problem for the CARA utility function is obtained by applying power transform and variable change technique. Finally, we present a numerical analysis. 展开更多
关键词 Defined contribution pension plan Stochastic salary constant elasticity of variance model optimal investment
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